Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 3.08% | 1.28 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,005 CHF | 66,005 CHF | 99.39% | 99.39% |
12/07/2024 | 3.08% | 1.28 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,913 CHF | 65,913 CHF | 99.06% | 99.06% |
11/07/2024 | 3.08% | 1.27 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,888 CHF | 65,889 CHF | 98.77% | 98.77% |
10/07/2024 | 3.08% | 1.28 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,920 CHF | 65,920 CHF | 95.49% | 95.49% |
09/07/2024 | 3.12% | 1.28 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,052 CHF | 65,052 CHF | 99.04% | 99.04% |
08/07/2024 | 3.17% | 1.25 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,086 CHF | 64,086 CHF | 99.24% | 99.24% |
05/07/2024 | 3.12% | 1.26 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,011 CHF | 65,011 CHF | 96.23% | 96.23% |
04/07/2024 | 2.94% | 1.34 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,000 CHF | 69,000 CHF | 99.39% | 99.39% |
03/07/2024 | 2.92% | 1.34 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,407 CHF | 69,407 CHF | 98.63% | 98.63% |
02/07/2024 | 2.90% | 1.36 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,060 CHF | 70,060 CHF | 99.05% | 99.05% |